1. Introduction It is known that the following Cauchy problem for a parabolic partial differential equation (where the values at the right boundary, u.(1, t)=v(t) are unknown and sought for) is ill-posed: the solution...1. Introduction It is known that the following Cauchy problem for a parabolic partial differential equation (where the values at the right boundary, u.(1, t)=v(t) are unknown and sought for) is ill-posed: the solution (v) does not depend continuously on the data (g). In order to treat the ill-posedness and develop the numerical method, one reformulates the problem as a Volterra integral equation of the first kind wish a convolution type kernel (see Sneddon [1], Carslaw and Jaeger [2])展开更多
This paper is concerned with obtaining the approximate solution for Volterra- Hammerstein integral equation with a regular kernel. We choose the Gauss points associated with the Legendre weight function w（x） = 1 as ...This paper is concerned with obtaining the approximate solution for Volterra- Hammerstein integral equation with a regular kernel. We choose the Gauss points associated with the Legendre weight function w（x） = 1 as the collocation points. The Legendre collocation discretization is proposed for Volterra-Hammerstein integral equation. We provide an error analysis which justifies that the errors of approximate solution decay exponentially in L2 norm and L^∞ norm. We give two numerical examples in order to illustrate the validity of the proposed Legendre spectral collocation method.展开更多
In this paper the concepts of the boundary value problem of abstract kinetic equation with the first kind of critical parameter γ 0 and generalized periodic boundary conditions are introduced in a Lebesgue space whic...In this paper the concepts of the boundary value problem of abstract kinetic equation with the first kind of critical parameter γ 0 and generalized periodic boundary conditions are introduced in a Lebesgue space which consists of functions with vector valued in a general Banach space, and then describe the solution of these abstract boundary value problem by the abstract linear integral operator of Volterra type. We call this process the integral operator solving process.展开更多
In this article, we study the Volterra integral equations with two kinds of delay that are proportional delay and nonproportional delay. We mainly use Chebyshev spectral collocation method to analyze them. First, we u...In this article, we study the Volterra integral equations with two kinds of delay that are proportional delay and nonproportional delay. We mainly use Chebyshev spectral collocation method to analyze them. First, we use variable transformation to transform the equation into an new equation which is defined in [-1,1]. Then, with the help of Gronwall inequality and some other lemmas, we provide a rigorous error analysis for the proposed method, which shows that the numerical error decay exponentially in L~∞ and L_(ω~c)~2-norm. In the end, we give numerical test to confirm the conclusion.展开更多
This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations,where the solution X^(u,ξ)(t)=X(t)is given X(t)=φ(t)+∫_(0)^(t) b(t,s,X(s),u(s))ds+∫_(0)^(t)σ(t,s,X(s...This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations,where the solution X^(u,ξ)(t)=X(t)is given X(t)=φ(t)+∫_(0)^(t) b(t,s,X(s),u(s))ds+∫_(0)^(t)σ(t,s,X(s),u(s))dB(s)+∫_(0)^(t)h(t,s)dξ(s).by Here d B(s)denotes the Brownian motion It?type differential,ξdenotes the singular control(singular in time t with respect to Lebesgue measure)and u denotes the regular control(absolutely continuous with respect to Lebesgue measure).Such systems may for example be used to model harvesting of populations with memory,where X(t)represents the population density at time t,and the singular control processξrepresents the harvesting effort rate.The total income from the harvesting is represented by J(u, ξ) = E[∫_(0)^(t) f_(0)(t,X(t), u(t))dt + ∫_(0)^(t)f_(1)(t,X(t))dξ(t) + g(X(T))] for the given functions f0,f1 and g,where T>0 is a constant denoting the terminal time of the harvesting.Note that it is important to allow the controls to be singular,because in some cases the optimal controls are of this type.Using Hida-Malliavin calculus,we prove sufficient conditions and necessary conditions of optimality of controls.As a consequence,we obtain a new type of backward stochastic Volterra integral equations with singular drift.Finally,to illustrate our results,we apply them to discuss optimal harvesting problems with possibly density dependent prices.展开更多
In this paper,we discuss Llocp-solutions of a kind of nonlinear impulsive Volterra integral equation and present an existence theorem of solutions in Banach space.
This paper studies the existence of solutions for mixed monotone impulsive Volterra integral equations on the infinite interval R+ with an infinite number of moments of impulse effect in Banach spaces. By using the mi...This paper studies the existence of solutions for mixed monotone impulsive Volterra integral equations on the infinite interval R+ with an infinite number of moments of impulse effect in Banach spaces. By using the mixed monotone iterative technique and Monch fixed point theorem, Some existence theorems of solutions and coupled minimal and maximal quasisolutions are obtained. Finally, an example is worked out.展开更多
We present an existence theorem for at least one weak solution for a coupled system of integral equations of Volterra type in a reflexive Banach spaces relative to the weak topology.
In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytical...In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytically derive a comparison theorem for them and for the continuous equilibrium consumption process. These continuous equilibrium consumption processes can be described by the solutions to this class of ABSVIE with jumps.Motivated by this, a class of dynamic risk measures induced by ABSVIEs with jumps are discussed.展开更多
Using a fixed point theorem of Krasnosel＇skii type, this article proves the exis- tence of asymptotically stable solutions for a Volterra-Hammerstein integral equation in two variables.
In this article, we introduce the notion of Meir-Keleer condensing operator in a Banach space, a characterization using L-functions and provide a few generalization of Darbo fixed point theorem. Also, we introduce the...In this article, we introduce the notion of Meir-Keleer condensing operator in a Banach space, a characterization using L-functions and provide a few generalization of Darbo fixed point theorem. Also, we introduce the concept of a bivariate Meir-Keleer condensing operator and prove some coupled fixed point theorems. As an application, we prove the existence of solutions for a large class of functional integral equations of Volterra type in two variables.展开更多
文摘1. Introduction It is known that the following Cauchy problem for a parabolic partial differential equation (where the values at the right boundary, u.(1, t)=v(t) are unknown and sought for) is ill-posed: the solution (v) does not depend continuously on the data (g). In order to treat the ill-posedness and develop the numerical method, one reformulates the problem as a Volterra integral equation of the first kind wish a convolution type kernel (see Sneddon [1], Carslaw and Jaeger [2])
基金supported by National Natural Science Foundation of China(11401347,91430104,11671157,61401255,11426193)Shandong Province Natural Science Foundation(ZR2014AP003)
文摘This paper is concerned with obtaining the approximate solution for Volterra- Hammerstein integral equation with a regular kernel. We choose the Gauss points associated with the Legendre weight function w（x） = 1 as the collocation points. The Legendre collocation discretization is proposed for Volterra-Hammerstein integral equation. We provide an error analysis which justifies that the errors of approximate solution decay exponentially in L2 norm and L^∞ norm. We give two numerical examples in order to illustrate the validity of the proposed Legendre spectral collocation method.
文摘In this paper the concepts of the boundary value problem of abstract kinetic equation with the first kind of critical parameter γ 0 and generalized periodic boundary conditions are introduced in a Lebesgue space which consists of functions with vector valued in a general Banach space, and then describe the solution of these abstract boundary value problem by the abstract linear integral operator of Volterra type. We call this process the integral operator solving process.
基金supported by National Science Foundation of China(11671157,11626074)Hanshan Normal Uninversity projects(LF201404,Z16027)
文摘In this article, we study the Volterra integral equations with two kinds of delay that are proportional delay and nonproportional delay. We mainly use Chebyshev spectral collocation method to analyze them. First, we use variable transformation to transform the equation into an new equation which is defined in [-1,1]. Then, with the help of Gronwall inequality and some other lemmas, we provide a rigorous error analysis for the proposed method, which shows that the numerical error decay exponentially in L~∞ and L_(ω~c)~2-norm. In the end, we give numerical test to confirm the conclusion.
基金the financial support provided by the Swedish Research Council grant(2020-04697)the Norwegian Research Council grant(250768/F20),respectively。
文摘This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations,where the solution X^(u,ξ)(t)=X(t)is given X(t)=φ(t)+∫_(0)^(t) b(t,s,X(s),u(s))ds+∫_(0)^(t)σ(t,s,X(s),u(s))dB(s)+∫_(0)^(t)h(t,s)dξ(s).by Here d B(s)denotes the Brownian motion It?type differential,ξdenotes the singular control(singular in time t with respect to Lebesgue measure)and u denotes the regular control(absolutely continuous with respect to Lebesgue measure).Such systems may for example be used to model harvesting of populations with memory,where X(t)represents the population density at time t,and the singular control processξrepresents the harvesting effort rate.The total income from the harvesting is represented by J(u, ξ) = E[∫_(0)^(t) f_(0)(t,X(t), u(t))dt + ∫_(0)^(t)f_(1)(t,X(t))dξ(t) + g(X(T))] for the given functions f0,f1 and g,where T>0 is a constant denoting the terminal time of the harvesting.Note that it is important to allow the controls to be singular,because in some cases the optimal controls are of this type.Using Hida-Malliavin calculus,we prove sufficient conditions and necessary conditions of optimality of controls.As a consequence,we obtain a new type of backward stochastic Volterra integral equations with singular drift.Finally,to illustrate our results,we apply them to discuss optimal harvesting problems with possibly density dependent prices.
文摘In this paper,we discuss Llocp-solutions of a kind of nonlinear impulsive Volterra integral equation and present an existence theorem of solutions in Banach space.
文摘This paper studies the existence of solutions for mixed monotone impulsive Volterra integral equations on the infinite interval R+ with an infinite number of moments of impulse effect in Banach spaces. By using the mixed monotone iterative technique and Monch fixed point theorem, Some existence theorems of solutions and coupled minimal and maximal quasisolutions are obtained. Finally, an example is worked out.
文摘We present an existence theorem for at least one weak solution for a coupled system of integral equations of Volterra type in a reflexive Banach spaces relative to the weak topology.
基金supported by the National Natural Science Foundation of China (11901184, 11771343)the Natural Science Foundation of Hunan Province (2020JJ5025)。
文摘In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytically derive a comparison theorem for them and for the continuous equilibrium consumption process. These continuous equilibrium consumption processes can be described by the solutions to this class of ABSVIE with jumps.Motivated by this, a class of dynamic risk measures induced by ABSVIEs with jumps are discussed.
基金the support given by Vietnam’s National Foundation for Science and Technology Development (NAFOSTED) under Project 101.01-2012.12
文摘Using a fixed point theorem of Krasnosel＇skii type, this article proves the exis- tence of asymptotically stable solutions for a Volterra-Hammerstein integral equation in two variables.
文摘In this article, we introduce the notion of Meir-Keleer condensing operator in a Banach space, a characterization using L-functions and provide a few generalization of Darbo fixed point theorem. Also, we introduce the concept of a bivariate Meir-Keleer condensing operator and prove some coupled fixed point theorems. As an application, we prove the existence of solutions for a large class of functional integral equations of Volterra type in two variables.
